Weak convergence of random functions defined by the eigenvectors of sample covariance matrices
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Publication:920518
DOI10.1214/aop/1176990741zbMath0708.62051OpenAlexW2026458703MaRDI QIDQ920518
Publication date: 1990
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990741
Brownian bridgespectral decompositionHaar measurearray of i.i.d. random variableseigenvectors of sample covariance matrixlimiting behaviour of the eigenvectors
Multivariate analysis (62H99) Central limit and other weak theorems (60F05) Statistical distribution theory (62E99)
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